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The role of macroeconomic and market indicators in explaining sovereign Credit Default Swaps (CDS) spread changes : evidence from Türkiye

Kartal, Mustafa Tevfik - In: Romanian journal of economic forecasting 25 (2022) 2, pp. 145-164

Persistent link: https://www.econbiz.de/10013412563

It is not only what you say, but how you say it : ESG, corporate news, and the impact on CDS spreads

Naumer, Hans-Jörg; Yurtoglu, B. Burcin - In: Global finance journal 52 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013412578

Determinants of European banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - In: Finance research letters 47 (2022) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013457304

Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances

Afonso, António; Alves, José; Monteiro, Sofia - 2024

Acknowledging the potential detrimental impact that twin-deficits may have on sovereign risk, this study uses a two-step approach to assess the impact of fiscal and external sustainability on sovereign risk dynamics for a panel of 27 European Economies between 2001Q4 and 2022Q3. To do so, we...

Persistent link: https://www.econbiz.de/10014486806

Bail-in and bank funding costs

Cerasi, Vittoria; Galfrascoli, Paola - In: Journal of international money and finance 137 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014478067

Credit default swaps and corporate carbon emissions in Japan

Okimoto, Tatsuyoshi; Takaoka, Sumiko - 2022

Persistent link: https://www.econbiz.de/10014435205

Systemwide directional connectedness from crude oil to sovereign credit risk

Bajaj, Vimmy; Kumar, Pawan; Singh, Vipul Kumar - In: Journal of commodity markets 30 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014426768

Nexus between credit default swap spreads and foreign exchange rates : evidence from BRICST, E7, MINT and Fragile Five countries

Kartal, Mustafa Tevfik; Depren, Serpil Kılıç; … - In: Global business & economics review 29 (2023) 3, pp. 380-403

Persistent link: https://www.econbiz.de/10014388496

The market impact of systemic risk capital surcharges

Gündüz, Yalın - In: European financial management : the journal of the … 29 (2023) 5, pp. 1401-1440

Persistent link: https://www.econbiz.de/10014430209

Anatomy of a sovereign debt crisis : machine learning, real-time macro fundamentals, and CDS spreads

Balduzzi, Pierluigi; Savona, Roberto; Alessi, Lucia - In: Journal of financial econometrics 21 (2023) 5, pp. 1728-1758

Persistent link: https://www.econbiz.de/10014444728